With more than 5,000 data points from 37 banks, our first ERM Benchmarking exercise shines a light on very different missions ...

While the initial wave of real money USD hedging flows disappointed some dealers, many believe there is more to come ...

Ice Clear Credit suffered an operational failure lasting six hours and 22 minutes in the second quarter, bringing its ...

JP Morgan’s global head of credit structuring, Denis Gardrat, has left the US bank to lead Rivage Investment’s newly formed ...

The European Securities and Markets Authority could be nimbler, like the Bank of England, according to a clearing house ...

Ian Hale has joined RBC Capital Markets as head of European inflation trading, having left UBS in December. Hale will oversee ...

CME’s foray into event contracts with online gaming company FanDuel has brought some resolution to one of the odder mysteries ...

A hybrid linear pricing model is developed using a min-max approach with a Lévy-frailty multivariate default model, ...

This paper outlines a new means to include macroeconomic variables in exposure at default models while satisfying all IFRS 9 ...

Initial margin (IM) breaches surged at central counterparties (CCPs) worldwide in the second quarter, driven by ...

Fears of further political turmoil in Turkey sparked nervous reactions from foreign investors who had piled back into the ...

A senior European regulator has praised Japan’s recent reprieve of a contentious element of new trading book capital rules, ...